//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Exchange options when one unde...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Optionspreistheorie
15,721
Option pricing theory
15,261
Modellierung
6,081
Theorie
5,861
Theory
5,663
Scientific modelling
5,439
Volatilität
4,382
Volatility
4,315
Optionsgeschäft
4,075
Option trading
4,059
Stochastischer Prozess
3,977
Stochastic process
3,920
Derivat
2,925
Derivative
2,921
Portfolio-Management
1,466
CAPM
1,460
Portfolio selection
1,453
Schätzung
1,450
Estimation
1,411
Hedging
1,394
Black-Scholes-Modell
1,378
Black-Scholes model
1,324
Schätztheorie
1,244
Estimation theory
1,221
Risiko
1,169
Zinsstruktur
1,163
Risk
1,156
Yield curve
1,150
Prognoseverfahren
1,148
Forecasting model
1,110
USA
992
United States
960
Monte-Carlo-Simulation
871
Kreditrisiko
866
Monte Carlo simulation
865
Credit risk
845
Börsenkurs
841
Share price
826
Zeitreihenanalyse
793
Time series analysis
762
more ...
less ...
Online availability
All
Free
7,446
Undetermined
4,409
CC license
257
Type of publication
All
Article
10,895
Book / Working Paper
10,789
Journal
34
Type of publication (narrower categories)
All
Article in journal
9,816
Aufsatz in Zeitschrift
9,816
Graue Literatur
3,473
Non-commercial literature
3,473
Working Paper
3,355
Arbeitspapier
3,063
Hochschulschrift
971
Aufsatz im Buch
881
Book section
881
Thesis
751
Collection of articles of several authors
291
Sammelwerk
291
Lehrbuch
215
Textbook
196
Aufsatzsammlung
154
Collection of articles written by one author
153
Sammlung
153
Dissertation u.a. Prüfungsschriften
118
Konferenzschrift
104
Bibliografie enthalten
96
Bibliography included
96
Forschungsbericht
66
Conference paper
64
Konferenzbeitrag
64
Systematic review
51
Übersichtsarbeit
51
Conference proceedings
50
Case study
38
Fallstudie
38
Handbook
35
Handbuch
35
Glossar enthalten
33
Glossary included
33
Amtsdruckschrift
26
Government document
26
Bibliografie
19
Einführung
17
Reprint
17
Accompanied by computer file
14
Elektronischer Datenträger als Beilage
14
more ...
less ...
Language
All
English
20,310
German
1,157
Russian
70
Undetermined
62
French
55
Spanish
23
Polish
20
Ukrainian
16
Italian
15
Dutch
6
Portuguese
5
Norwegian
2
Romanian
2
Bulgarian
1
Czech
1
Croatian
1
Hungarian
1
Mongolian
1
Slovak
1
Serbian
1
Swedish
1
more ...
less ...
Author
All
Härdle, Wolfgang
99
Fabozzi, Frank J.
92
Madan, Dilip B.
91
Cui, Zhenyu
72
Takahashi, Akihiko
66
Carr, Peter
65
Joshi, Mark S.
65
McAleer, Michael
62
Chiarella, Carl
61
Schoutens, Wim
57
Stentoft, Lars
55
Benth, Fred Espen
53
Hull, John
52
Jacobs, Kris
52
Ravazzolo, Francesco
50
Kwok, Yue-Kuen
47
Elliott, Robert J.
46
Christoffersen, Peter F.
43
Jarrow, Robert A.
41
Račev, Svetlozar T.
40
Wystup, Uwe
40
Dijk, Herman K. van
39
Scaillet, Olivier
38
Kim, Young Shin
37
Lee, Cheng F.
37
Siu, Tak Kuen
37
Belomestny, Denis
36
Casarin, Roberto
36
Todorov, Viktor
36
Schwartz, Eduardo S.
35
Wang, Xingchun
35
Fusai, Gianluca
34
Oosterlee, Cornelis W.
34
Schlögl, Erik
34
Barone-Adesi, Giovanni
33
Hendry, David F.
33
Platen, Eckhard
33
Swanson, Norman R.
33
Zhang, Jin E.
33
Billio, Monica
32
more ...
less ...
Institution
All
National Bureau of Economic Research
134
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Centre for Analytical Finance <Århus>
25
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
Institut für Schweizerisches Bankwesen <Zürich>
14
Ekonomiska forskningsinstitutet <Stockholm>
13
Center for Economic Research <Tilburg>
12
Springer International Publishing
10
Svenska Handelshögskolan <Helsinki>
10
Edward Elgar Publishing
8
Springer Fachmedien Wiesbaden
8
Verlag Dr. Kovač
8
Chambre de commerce et d'industrie de Paris
7
University of Canterbury / Dept. of Economics and Finance
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Deutsche Forschungsgemeinschaft
6
Social Systems Research Institute
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Federal Reserve System / Board of Governors
4
IGI Global
4
Institut for Finansiering <Frederiksberg>
4
Institute of Finance and Accounting <London>
4
Johannes Gutenberg-Universität Mainz
4
Centralʹnyj Ėkonomiko-Matematičeskij Institut <Moskau>
3
Centre for Economic Policy Research
3
Centre for Quantitative Economics & Computing
3
Christian-Albrechts-Universität zu Kiel
3
Econometrisch Instituut <Rotterdam>
3
Eric Cuvillier <Firma>
3
European Commission / Joint Research Centre
3
European University Institute / Department of Law
3
Federal Reserve Bank of Cleveland
3
Federal Reserve Bank of San Francisco
3
Forschungsinstitut zur Zukunft der Arbeit
3
Fraunhofer-Institut für System- und Innovationsforschung
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
487
The journal of futures markets
283
The journal of computational finance
257
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
Applied mathematical finance
252
Finance and stochastics
237
Quantitative finance
228
Journal of banking & finance
221
The journal of derivatives : the official publication of the International Association of Financial Engineers
212
Review of derivatives research
188
Insurance
172
European journal of operational research : EJOR
157
Journal of econometrics
156
Journal of economic dynamics & control
152
Finance research letters
144
Computational economics
139
Risks : open access journal
131
NBER working paper series
129
International journal of financial engineering
124
Journal of mathematical finance
112
SpringerLink / Bücher
105
Research paper series / Swiss Finance Institute
101
Journal of financial economics
97
Working paper / National Bureau of Economic Research, Inc.
92
The North American journal of economics and finance : a journal of financial economics studies
91
Working paper
91
NBER Working Paper
89
The European journal of finance
87
Discussion paper / Tinbergen Institute
80
Asia-Pacific financial markets
76
Economic modelling
72
Economics letters
71
International review of economics & finance : IREF
69
The journal of finance : the journal of the American Finance Association
68
Applied economics
65
Energy economics
65
Journal of empirical finance
65
Discussion paper / Centre for Economic Policy Research
64
SFB 649 discussion paper
64
Journal of financial and quantitative analysis : JFQA
63
more ...
less ...
Source
All
ECONIS (ZBW)
20,926
EconStor
313
USB Cologne (EcoSocSci)
311
USB Cologne (business full texts)
127
RePEc
18
BASE
13
OLC EcoSci
9
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
21,718
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling techniques for financial markets and bank management
Bertocchi, Marida
(
ed.
);
Cavalli, Enrico
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000562871
Saved in:
2
Alternative model specifications for implied volatility measured by the German VDAX
Wagner, Niklas F.
;
Szimayer, Alexander
- In:
Kredit und Kapital
34
(
2001
)
4
,
pp. 590-618
Persistent link: https://www.econbiz.de/10001654495
Saved in:
3
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
Saved in:
4
Effectiveness of hedging strategies under model misspecification and trading restrictions
Dudenhausen, Antje
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825459
Saved in:
5
An examination of the effects of parameter misspecification
Dudenhausen, Antje
(
contributor
);
Schlögl, Lutz
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825761
Saved in:
6
Financial modelling with jump processes
Cont, Rama
;
Tankov, Peter
-
2004
Persistent link: https://www.econbiz.de/10001790344
Saved in:
7
Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar
Avellaneda, Marco
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001700519
Saved in:
8
Non-parametric calibration of jump-diffusion option pricing models
Cont, Rama
;
Tankov, Peter
- In:
The journal of computational finance
7
(
2004
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10002060727
Saved in:
9
Model uncertainty and its impact on the pricing of derivative instruments
Cont, Rama
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 519-547
Persistent link: https://www.econbiz.de/10003338693
Saved in:
10
Empirical dynamic asset pricing : model specification and econometric assessment
Singleton, Kenneth J.
-
2006
Persistent link: https://www.econbiz.de/10003310745
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->